Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-28 11.754117 13.460647 15.293961 17.405837 19.767197 22.321861 25.290368
2025-10-05 9.488320 11.862964 14.607322 17.996238 22.050112 26.724396 32.501239
2025-10-12 8.262358 10.932023 14.164631 18.334585 23.535079 29.768259 37.761527
2025-10-19 7.110699 9.914630 13.458436 18.214530 24.371853 32.009562 42.126469
2025-10-26 6.203288 9.061607 12.813237 18.025216 24.993799 33.894982 46.013361
2025-11-02 5.537870 8.442899 12.389537 18.046226 25.830744 36.036114 50.269615
2025-11-09 5.027555 7.973725 12.104984 18.196910 26.801510 38.347784 54.801054
2025-11-16 4.528536 7.462564 11.704222 18.131048 27.435503 40.197585 58.752398
2025-11-23 4.071939 6.963994 11.269814 17.965528 27.889142 41.784816 62.371979
2025-11-30 3.748325 6.635504 11.052509 18.086669 28.736742 43.931246 66.827620
2025-12-07 3.551114 6.486960 11.090408 18.580290 30.138791 46.905913 72.553945
2025-12-14 3.213687 6.073919 10.679563 18.347102 30.422642 48.251091 75.957334
2025-12-21 2.784793 5.469520 9.923420 17.530502 29.783230 48.227219 77.390531
2025-12-28 2.657553 5.379776 10.002475 18.056366 31.255879 51.422837 83.735111
2026-01-04 2.513380 5.243748 9.988992 18.420266 32.475814 54.265196 89.629539
2026-01-11 2.300143 4.958439 9.695422 18.291051 32.883412 55.856732 93.653656
2026-01-18 2.099492 4.676196 9.383310 18.104093 33.175414 57.263091 97.421722
2026-01-25 1.948260 4.475012 9.199671 18.124101 33.804454 59.216309 102.101221
2026-02-01 1.828359 4.324562 9.096328 18.275737 34.656043 61.548994 107.450006
2026-02-08 1.690745 4.123416 8.881713 18.209490 35.121977 63.260061 111.844136
2026-02-15 1.553436 3.908513 8.623420 18.043394 35.398018 64.657036 115.759980
2026-02-22 1.460533 3.780538 8.524123 18.164974 36.182659 66.921249 121.159763
2026-03-01 1.414159 3.751952 8.619897 18.660459 37.657064 70.395296 128.667522